update packages

[CreaPhase.git] / octave_packages / m / signal / spectral_adf.m

diff --git a/octave_packages/m/signal/spectral_adf.m b/octave_packages/m/signal/spectral_adf.m
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+## Copyright (C) 1995-2012 Friedrich Leisch
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b})
+## Return the spectral density estimator given a vector of
+## autocovariances @var{c}, window name @var{win}, and bandwidth,
+## @var{b}.
+##
+## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is
+## used to search for a function called @code{@var{win}_sw}.
+##
+## If @var{win} is omitted, the triangle window is used.  If @var{b} is
+## omitted, @code{1 / sqrt (length (@var{x}))} is used.
+## @end deftypefn
+
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Spectral density estimation
+
+function retval = spectral_adf (c, win, b)
+
+  cr = length (c);
+
+  if (columns (c) > 1)
+    c = c';
+  endif
+
+  if (nargin < 3)
+    b = 1 / ceil (sqrt (cr));
+  endif
+
+  if (nargin == 1)
+    w = triangle_lw (cr, b);
+  else
+    win = str2func (cstrcat (win, "_lw"));
+    w = feval (win, cr, b);
+  endif
+
+  c = c .* w;
+
+  retval = 2 * real (fft (c)) - c(1);
+  retval = [(zeros (cr, 1)), retval];
+  retval(:, 1) = (0 : cr-1)' / cr;
+
+endfunction
+
+
+
+
+